+448.4%
SMH vs ACHR
-42.6%
+490.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | +5.2% | +4.9% | +0.4% | +4.4% |
| 30D | -1.5% | +4.3% | -5.8% | -2.8% |
| 3M | -4.1% | +1.7% | -5.8% | -5.5% |
| 6M | +50.8% | -6.9% | +57.6% | +50.5% |
| YTD | +59.3% | -22.5% | +81.8% | +62.9% |
| 1Y | +94.1% | -31.5% | +125.6% | +99.9% |
| 3Y | +286.7% | -14.4% | +301.1% | +254.0% |
| 5Y | +339.4% | -41.6% | +381.1% | +263.7% |
| All | +448.4% | -42.6% | +490.9% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling